"Mancini is the first to suffer when he doesn't win, but it's only right that he stays with us," said Melo.
"We had offered him as much as he is getting there. It's very bitter because I expected at least a phone call from him," Sarri said.
Bordeaux president Jean-Louis Triaud has said that his club are considering a move for AC Milan attacking midfielder Jeremy Menez.
Atletico Madrid head coach Diego Simeone says he is attracted by the idea of managing in the Premier League and Serie A.
The Hammers have been in talks with Bacca for several weeks as they look to bring in a new striker, but the Colombian international has been stalling.
"I'm very attached to the club and I didn't feel like leaving now," he said. "I still have big things to do with OL and a nice season on the horizon."